NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.483 |
2.485 |
0.002 |
0.1% |
2.697 |
| High |
2.506 |
2.571 |
0.065 |
2.6% |
2.756 |
| Low |
2.445 |
2.485 |
0.040 |
1.6% |
2.528 |
| Close |
2.471 |
2.555 |
0.084 |
3.4% |
2.535 |
| Range |
0.061 |
0.086 |
0.025 |
41.0% |
0.228 |
| ATR |
0.097 |
0.097 |
0.000 |
0.2% |
0.000 |
| Volume |
12,362 |
26,860 |
14,498 |
117.3% |
44,713 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.761 |
2.602 |
|
| R3 |
2.709 |
2.675 |
2.579 |
|
| R2 |
2.623 |
2.623 |
2.571 |
|
| R1 |
2.589 |
2.589 |
2.563 |
2.606 |
| PP |
2.537 |
2.537 |
2.537 |
2.546 |
| S1 |
2.503 |
2.503 |
2.547 |
2.520 |
| S2 |
2.451 |
2.451 |
2.539 |
|
| S3 |
2.365 |
2.417 |
2.531 |
|
| S4 |
2.279 |
2.331 |
2.508 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.141 |
2.660 |
|
| R3 |
3.062 |
2.913 |
2.598 |
|
| R2 |
2.834 |
2.834 |
2.577 |
|
| R1 |
2.685 |
2.685 |
2.556 |
2.646 |
| PP |
2.606 |
2.606 |
2.606 |
2.587 |
| S1 |
2.457 |
2.457 |
2.514 |
2.418 |
| S2 |
2.378 |
2.378 |
2.493 |
|
| S3 |
2.150 |
2.229 |
2.472 |
|
| S4 |
1.922 |
2.001 |
2.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.611 |
2.352 |
0.259 |
10.1% |
0.093 |
3.7% |
78% |
False |
False |
21,253 |
| 10 |
2.756 |
2.352 |
0.404 |
15.8% |
0.091 |
3.6% |
50% |
False |
False |
17,183 |
| 20 |
2.756 |
2.352 |
0.404 |
15.8% |
0.096 |
3.7% |
50% |
False |
False |
20,969 |
| 40 |
2.922 |
2.352 |
0.570 |
22.3% |
0.087 |
3.4% |
36% |
False |
False |
20,682 |
| 60 |
3.011 |
2.352 |
0.659 |
25.8% |
0.075 |
2.9% |
31% |
False |
False |
17,457 |
| 80 |
3.011 |
2.352 |
0.659 |
25.8% |
0.069 |
2.7% |
31% |
False |
False |
15,238 |
| 100 |
3.011 |
2.352 |
0.659 |
25.8% |
0.064 |
2.5% |
31% |
False |
False |
13,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.937 |
|
2.618 |
2.796 |
|
1.618 |
2.710 |
|
1.000 |
2.657 |
|
0.618 |
2.624 |
|
HIGH |
2.571 |
|
0.618 |
2.538 |
|
0.500 |
2.528 |
|
0.382 |
2.518 |
|
LOW |
2.485 |
|
0.618 |
2.432 |
|
1.000 |
2.399 |
|
1.618 |
2.346 |
|
2.618 |
2.260 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.546 |
2.528 |
| PP |
2.537 |
2.500 |
| S1 |
2.528 |
2.473 |
|